+563.6%
VRTX vs PR
+147.8%
+415.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.1% |
| 7D | +0.5% | -16.5% | +17.0% | +0.7% |
| 30D | +8.0% | -4.5% | +12.5% | +8.0% |
| 3M | +11.9% | +8.5% | +3.4% | +11.7% |
| 6M | +27.8% | -3.3% | +31.2% | +27.8% |
| YTD | +19.7% | +55.7% | -36.0% | +18.7% |
| 1Y | +30.1% | +82.0% | -51.9% | +28.8% |
| 3Y | +44.2% | +62.5% | -18.2% | +42.6% |
| 5Y | +181.3% | +223.9% | -42.6% | +175.2% |
| 10Y | +587.1% | +64.2% | +522.8% | +698.6% |
| All | +563.6% | +147.8% | +415.8% | +717.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling